BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,979 COMMITMENTS 611 1,717 225 4,359 3,101 5,195 5,043 784 936 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 409) 17 114 -7 368 184 378 291 31 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 28.7 3.8 72.9 51.9 86.9 84.3 13.1 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 10 9 16 13 27 24 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,287 COMMITMENTS 20,406 11,958 598 10,806 11,419 31,810 23,975 2,477 10,312 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,028) 796 370 -33 311 482 1,074 819 -46 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.5 34.9 1.7 31.5 33.3 92.8 69.9 7.2 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 11 33 17 23 19 45 58 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,857 COMMITMENTS 246 1,950 688 6,242 4,301 7,176 6,939 681 918 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 177) 34 8 26 108 118 168 152 9 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 24.8 8.8 79.4 54.7 91.3 88.3 8.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 14 14 20 20 35 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 194,332 COMMITMENTS 71,410 46,892 27,140 78,466 88,578 177,016 162,610 17,316 31,722 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -8,857) -4,979 -7,096 -5,945 3,867 5,094 -7,057 -7,947 -1,800 -910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 24.1 14.0 40.4 45.6 91.1 83.7 8.9 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 89 78 76 66 86 201 210 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,927 COMMITMENTS 70,549 64,625 47,017 122,001 115,161 239,567 226,803 31,360 44,124 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,208) 887 -3,321 -286 -2,931 2,668 -2,330 -939 1,122 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 23.9 17.4 45.0 42.5 88.4 83.7 11.6 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401) 95 100 119 116 143 288 311 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,652 COMMITMENTS 1,361 2,069 976 1,364 589 3,701 3,634 951 1,018 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -808) 240 -624 -94 -659 24 -513 -694 -295 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 44.5 21.0 29.3 12.7 79.6 78.1 20.4 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 18 22 10 17 16 43 42 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,145 COMMITMENTS 13,510 10,822 7,333 11,902 6,829 32,745 24,984 7,400 15,161 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 768) 308 287 20 94 -210 422 97 346 671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 27.0 18.3 29.6 17.0 81.6 62.2 18.4 37.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 43 56 46 45 49 118 131 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,655 COMMITMENTS 833 5,082 198 3,487 99 4,518 5,379 1,137 276 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 457) 183 458 -14 206 0 375 444 82 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 89.9 3.5 61.7 1.8 79.9 95.1 20.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 6 5 9 3 19 10 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,343 COMMITMENTS 3,741 21,761 427 28,638 8,655 32,806 30,843 537 2,500 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,103) 128 1,372 6 1,946 453 2,080 1,831 23 272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 65.3 1.3 85.9 26.0 98.4 92.5 1.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 15 24 13 24 20 43 53 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,297 COMMITMENTS 5,427 3,993 41 23,674 25,472 29,142 29,506 1,155 791 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,678) -501 -707 17 -1,109 -1,004 -1,593 -1,694 -85 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 13.2 0.1 78.1 84.1 96.2 97.4 3.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 11 3 1 10 10 21 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 157,921 COMMITMENTS 31,487 68,427 2,443 100,612 57,111 134,542 127,981 23,379 29,940 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -687) 2,410 -5,735 123 -3,192 5,694 -659 82 -28 -769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 43.3 1.5 63.7 36.2 85.2 81.0 14.8 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 19 30 12 20 24 43 62 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,838 COMMITMENTS 20,213 22,534 1,593 18,730 4,856 40,536 28,983 7,302 18,855 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -726) 72 -1,973 172 1,301 -515 1,545 -2,316 -2,271 1,590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 47.1 3.3 39.2 10.2 84.7 60.6 15.3 39.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 13 7 11 10 22 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 145,631 COMMITMENTS 30,149 83,008 18,911 93,210 35,892 142,270 137,811 3,361 7,820 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -15,772) 8,704 -15,822 1,771 -26,370 -1,093 -15,895 -15,144 123 -628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 57.0 13.0 64.0 24.6 97.7 94.6 2.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 29 56 16 19 20 60 82 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 257,214 COMMITMENTS 35,479 68,547 5,463 198,292 145,504 239,234 219,514 17,980 37,700 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -3,435) -1,033 -4,220 514 -5,827 -1,056 -6,346 -4,762 2,911 1,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 26.6 2.1 77.1 56.6 93.0 85.3 7.0 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 26 39 9 22 37 50 83 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 257,064 COMMITMENTS 92,376 39,642 2,934 131,150 188,392 226,460 230,968 30,604 26,096 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 8,079) 7,858 3,025 134 -676 5,107 7,316 8,266 763 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 15.4 1.1 51.0 73.3 88.1 89.8 11.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 45 39 17 24 35 77 83 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 422,624 COMMITMENTS 107,566 154,423 7,678 258,954 205,427 374,198 367,528 48,426 55,096 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -7,373) -6,404 -7,752 -115 -42 195 -6,561 -7,672 -812 299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 36.5 1.8 61.3 48.6 88.5 87.0 11.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 59 84 36 53 56 128 160 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,513 COMMITMENTS 14,727 793 300 7,958 29,087 22,985 30,180 11,528 4,333 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -305) 127 0 117 -593 -274 -349 -157 44 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 2.3 0.9 23.1 84.3 66.6 87.4 33.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 1 2 10 9 18 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 12,936 COMMITMENTS 5,615 4,420 193 6,059 6,998 11,867 11,611 1,069 1,325 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -777) 1,073 -1,459 193 -2,168 338 -902 -928 125 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 34.2 1.5 46.8 54.1 91.7 89.8 8.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 13 3 2 4 10 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,618 COMMITMENTS 15,968 22,583 171 13,626 6,031 29,765 28,785 2,853 3,833 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -978) 1,503 -199 -193 -2,535 -264 -1,225 -656 247 -322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 69.2 0.5 41.8 18.5 91.3 88.2 8.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 19 19 2 12 12 31 33 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,629,147 COMMITMENTS 1686256 2045586 1637868 6470133 5759522 9794257 9442976 834,890 1186171 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -167,726) -11,977 88,356 -102,733 -72,902 -229,459 -187,612 -243,836 19,886 76,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 19.2 15.4 60.9 54.2 92.1 88.8 7.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 36 84 93 120 140 230 253 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 761,112 COMMITMENTS 81,237 123,282 24,875 515,054 459,692 621,166 607,849 139,946 153,263 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 321) 511 10,154 765 -1,197 -20,186 80 -9,267 242 9,589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 16.2 3.3 67.7 60.4 81.6 79.9 18.4 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 598) 102 153 78 227 253 373 440 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 142,533 COMMITMENTS 11,011 11,432 842 102,631 43,427 114,484 55,701 28,049 86,832 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,149) -224 -445 -9 3,377 -2,904 3,144 -3,358 -995 5,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 8.0 0.6 72.0 30.5 80.3 39.1 19.7 60.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 8 10 5 36 25 48 36 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,092,895 COMMITMENTS 372,637 580,759 98,655 2062116 2081327 2533408 2760741 559,487 332,154 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -9,138) -3,697 45,620 11,244 -22,869 -86,411 -15,322 -29,547 6,184 20,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 18.8 3.2 66.7 67.3 81.9 89.3 18.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 592) 101 152 75 218 247 361 432 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 98,133 COMMITMENTS 6,448 8,613 315 84,266 83,504 91,029 92,432 7,104 5,701 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -3,651) -331 563 -569 -2,202 -3,967 -3,102 -3,973 -549 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 8.8 0.3 85.9 85.1 92.8 94.2 7.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 10 8 4 51 38 64 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,133 COMMITMENTS 11,632 11,057 1,166 35,614 34,318 48,411 46,541 3,722 5,593 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,785) -260 -908 93 -1,135 -855 -1,303 -1,670 -482 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 21.2 2.2 68.3 65.8 92.9 89.3 7.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 41 62 18 49 70 100 140 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 260,667 COMMITMENTS 58,158 55,286 5,830 178,068 171,588 242,056 232,704 18,611 27,963 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -8,925) -1,301 -4,542 463 -5,676 -4,273 -6,514 -8,352 -2,411 -573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 21.2 2.2 68.3 65.8 92.9 89.3 7.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 41 62 18 49 70 100 140 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 119,526 COMMITMENTS 72,523 62,948 2,275 25,907 30,500 100,705 95,723 18,821 23,803 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 8,079) 5,783 -985 674 -514 9,387 5,943 9,076 2,136 -997 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.7 52.7 1.9 21.7 25.5 84.3 80.1 15.7 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 20 39 9 17 17 44 58 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 40,093 COMMITMENTS 11,421 6,485 504 20,751 28,490 32,676 35,479 7,417 4,614 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,091) -1,171 -734 -20 243 -321 -948 -1,075 -143 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 16.2 1.3 51.8 71.1 81.5 88.5 18.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 8 2 15 12 29 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 100,935 COMMITMENTS 31,815 10,828 913 57,092 21,408 89,820 33,149 11,115 67,786 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -4,372) -2,333 -805 116 -1,123 -343 -3,340 -1,032 -1,032 -3,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 10.7 0.9 56.6 21.2 89.0 32.8 11.0 67.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 25 12 9 34 21 63 39
Updated February 26, 2016